I think the knowledge that your setting for any piece of fiction needs to be more than incidental is drummed into our heads enough.
Setting equals a realistic experience for the audience, drawing on the setting can lead to a richer experience... Yes, yes, yes, we know all that. The trouble for me at least is remembering that setting doesn't have to be an overarching thing. It can - and should - be utilised on a scene by scene basis. Make sure you have a reason for setting your scene in a given location. Does the location add to it, complicate it, or is it merely decoration?
My current project takes place in a small Lancashire town. That's the main setting. Within it there are a couple of core places where the bulk of events take place: a storage facility on an industrial estate, a bar and a cottage. These are - I hope!- sufficiently well-described and utilised and I know precisely why I set certain scenes in those locations.
But on several occasions I take my characters out of their element. Two such instances are a park scene and an unfamiliar pub scene. I picked the park because, dare I say it, I thought it sounded pretty for the kind of deep and meaningful my characters were due to have. That's all well and good but I used it only as a backdrop. In my first draft I expected the reader to fix on their idea of a park and that'd be it. Fair enough, most people have an image of a park in their heads. Yet there was more to do with the scene. By picking an aspect of the park and underlining it I tied the location to the thought-processes of the characters. Suddenly the setting was a participant in the scene.
As for the pub scene... well, that needs more work. It's an unfamiliar environment, something we writers should relish exploring. My protagonist has more of an opinion than she's expressing, I know that much. I just have to coax it out of her.
A couple of questions to ask if you think your setting is nothing but a backdrop:
1. Can you easily pick up the majority of the action and dialogue and shift it to another location? If you can then the setting probably doesn't influence the scene at all.
2. Does your chosen setting impact the characters at all? For maximum effect, does it take them out of their comfort zone and, if so, have you exploited that?
3. Are you relying too much on certain locations: could you mix it up a little?